Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 1.31% 0.74 CHF 0.75 CHF 65'000 65'000 35'756 35'756 27'518 CHF 27'877 CHF 99.90% 99.90%
19.11.2024 1.27% 0.79 CHF 0.80 CHF 65'000 65'000 35'868 35'868 28'615 CHF 28'975 CHF 98.91% 98.91%
18.11.2024 1.15% 0.86 CHF 0.87 CHF 65'000 65'000 35'737 35'737 31'637 CHF 31'996 CHF 99.59% 99.59%
15.11.2024 1.12% 0.93 CHF 0.94 CHF 65'000 65'000 35'701 35'701 32'755 CHF 33'113 CHF 99.89% 99.89%
14.11.2024 1.06% 0.90 CHF 0.91 CHF 65'000 65'000 36'260 36'260 34'428 CHF 34'792 CHF 98.84% 98.84%
13.11.2024 1.17% 0.92 CHF 0.93 CHF 65'000 65'000 35'806 35'806 31'456 CHF 31'814 CHF 100.00% 100.00%
12.11.2024 1.17% 0.87 CHF 0.88 CHF 65'000 65'000 33'385 33'385 29'107 CHF 29'442 CHF 100.00% 100.00%
11.11.2024 1.42% 0.81 CHF 0.82 CHF 65'000 65'000 35'514 35'514 26'434 CHF 26'793 CHF 99.93% 99.93%
08.11.2024 2.80% 0.66 CHF 0.67 CHF 65'000 65'000 24'621 24'621 16'295 CHF 16'565 CHF 100.00% 100.00%
07.11.2024 1.55% 0.63 CHF 0.64 CHF 60'000 60'000 28'763 28'763 18'853 CHF 19'142 CHF 98.68% 98.68%

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